A test for the weights of the global minimum variance portfolio in an elliptical model (Q745427): Difference between revisions
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Latest revision as of 02:56, 10 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A test for the weights of the global minimum variance portfolio in an elliptical model |
scientific article |
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A test for the weights of the global minimum variance portfolio in an elliptical model (English)
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14 October 2015
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portfolio analysis
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global minimum variance portfolio
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elliptically contoured distribution
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general linear hypothesis
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